This article argues that a particular notion of rationality, more exactly a specific notion of legitimate inference, is presupposed by much work in the social sciences to their detriment. The author describes the notion of rationality he has in mind, explains why it is misguided, identifies where and how it affects social research, and illustrates why that research is weaker as a result. The notion of legitimate inference the author has in mind is one that believes inferences are guided by principles that are formal, universal and a priorithat is, that make no substantive, domain-specific empirical assumptions about the world. The author briefly provides a variety of reasons to be skeptical about such principles. Those reasons extend from broad philosophical considerations to quasi-empirical evidence. The author then argues that this notion of inference is involved with both the practice and the content of the social sciences in various ways. In terms of practice, this notion of inference lies behind the way statistical testing is generally done in the social sciences. In terms of content, the author argues that this notion of rationality is invoked, for example, in game theory and in rational expectations macroeconomics. In all cases, use of the formal rationality notion leads social scientists to put more faith in their results than is warranted and thus is an obstacle to doing better social science.